-35.1%
TLT vs CHTR
-82.1%
+47.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.0% | -6.1% | -1.3% |
| 7D | -1.6% | -7.1% | +5.6% | -1.3% |
| 30D | -1.3% | -10.9% | +9.5% | -1.0% |
| 3M | -3.7% | +2.0% | -5.7% | -3.9% |
| 6M | -6.4% | -35.9% | +29.6% | -5.3% |
| YTD | -4.5% | -32.7% | +28.2% | -3.6% |
| 1Y | -5.9% | -46.6% | +40.7% | -4.2% |
| 3Y | -2.8% | -66.7% | +63.9% | +0.2% |
| 5Y | -35.1% | -82.1% | +47.1% | -33.3% |
| All | -35.1% | -82.1% | +47.0% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CHTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling